Misspecification Tests in Econometrics
Subtitle: The Lagrange Multiplier Principle and Other Approaches (Econometric Society Monographs)
Edition: New Ed edition
Publisher: Cambridge University Press
Published: July 26, 1991
Language: eng
Format: Paperback
Number of pages: 264
ISBN-13: 9780521424592
Subjects: Econometrics; Business & Economics; Business / Economics / Finance; Business/Economics; Business & Economics / Econometrics; Economics
First sentence: Tests for misspecification play an important role in the evaluation of econometric models, and the need for such tests has been stressed by several authors.